Quantized transports of fermions are topological phenomena determined by the sum of the Chern numbers of all the energy bands below the Fermi energy. For bosonic excitations, e.g. phonons and magnons in a crystal, topological transport is dominated by the Chern number of the lowest energy band because the energy distribution of the bosons is limited below the thermal energy. Here, we demonstrate the existence of topological transport by bosonic magnons in a lattice of magnetic skyrmions - topological defects formed by a vortex-like texture of spins. We find a distinct thermal Hall signal when the ferromagnetic spins in an insulating polar magnet GaV4Se8 form magnetic skyrmions. Its origin is identified as the topological thermal Hall effect of magnons in which the trajectories of these magnons are bent by an emergent magnetic field produced by the magnetic skyrmions. Our theoretical simulations confirm that the thermal Hall effect is indeed governed by the Chern number of the lowest energy band of the magnons in a triangular lattice of magnetic skyrmions. Our findings lay a foundation for studying topological phenomena of other bosonic excitations.